Nonbasic variable 2026-10-14
A nonbasic variable corresponds to a column outside the current simplex basis. In standard nonnegative linear programming, it is set to zero at the basic solution. With explicit finite bounds, it is normally fixed at one of its bounds.
Introduce slack variables . The initial simplex dictionary is
All six variables are nonnegative. The given rule is the Dantzig pivot rule: select the nonbasic variable with the largest positive reduced cost. It applies to slack variables too once they become nonbasic. At each step the simplex ratio test limits how far that entering variable can increase before a basic variable reaches zero.
The successive objective rows of the simplex dictionary, expressed in the current nonbasic variables, are
These rows identify each entering variable unambiguously. Performing the corresponding simplex ratio tests gives the complete pivot sequence:
For example, after pivot two the dictionary has , and . Although increasing improves the objective at rate four, reaches zero first at , giving pivot three. After pivot four, and ; the upper bound gives pivot five.
In the final objective row every reduced cost is nonpositive. Since , it also directly certifies the upper bound , attained only when all three vanish. Thus
A greatest improvement pivot rule uses the total feasible increase in the objective, rather than its increase per unit of the entering variable. At the origin, the three candidate edge moves have improvements , and . It therefore brings into the simplex basis first, with leaving, and immediately reaches the optimum. This rule solves this instance in one pivot.
This is a three-dimensional Klee-Minty cube example: the specified Dantzig pivot rule visits every vertex before reaching the optimum. Higher-dimensional versions require pivots, so that rule has exponential worst-case running time despite its strong practical performance. Each pivot requires only polynomially many arithmetic operations. An anti-cycling rule such as the Bland pivoting rule ensures finite termination; without one, degenerate pivots can cycle. A crude terminating bound is the number of possible bases, for constraints and original variables, which can be exponential. This does not show that every conceivable pivot rule must take exponential time. Linear programming itself has polynomial-time algorithms, including the ellipsoid method and suitable interior-point methods.